Fangzhou Inc Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, June 29th, 2026
1 Day
112,068.50
increased by 14,796.55
1 Week
109,041.31
increased by 11,769.36
1 Month
92,042.70
decreased by 5,229.25
Analysis last updated: Saturday, June 27, 2026 at 10:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.33 | |
| 0.0943 | 5.47 | |
| 0.8668 | 115.78 | |
| 0.0779 | 3.98 |
Estimation Period:
Jul 9, 2024 to Jun 26, 2026
Jul 9, 2024 to Jun 26, 2026
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